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What is the fastest way to scrape data from the web?

I run a small online bookstore and I scrape prices from sites like Amazon to make sure my prices are competitive. I use an Excel sheet and download the data direct into the Excel sheet. However it seems to me this process is very slow and somewhat unreliable (due to Excel "freezes"). Can somebody suggest a faster, mor reliable way to scrape data from the web into a database?

If you are looking for comparing prices from Amazon, I would suggest you to use the api provided by them to get the prices. Can you please give me more details on what you mean by downloading data to Excel sheet?